+78.1%
STM vs IWD
+28.1%
+50.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +5.3% |
| 7D | -10.7% | -0.5% | -10.3% | -9.6% |
| 30D | -25.7% | +2.7% | -28.4% | -30.4% |
| 3M | -21.6% | +0.9% | -22.4% | -23.6% |
| 6M | -27.8% | +10.5% | -38.3% | -45.0% |
| YTD | +61.8% | +23.7% | +38.1% | -4.0% |
| 1Y | +78.1% | +28.7% | +49.4% | -2.6% |
| All | +78.1% | +28.1% | +50.0% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling